ML characterization of the multivariate normal distribution

DOI10.1006/JMVA.1993.1052zbMATH Open0778.62042OpenAlexW1999299222MaRDI QIDQ689334FDOQ689334

Authors: Wolfgang Stadje 

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1052

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zbMATH Keywords

arithmetic meancharacterizationnormal densitymaximum likelihood estimatemultivariate translation families

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited In (9)

• Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II
• Characterizations of normality in translation classes by properties of Bayes estimators
• On Gauss's characterization of the normal distribution
• A generalized maximum likelihood characterization of the normal distribution
• Maximum likelihood characterization of distributions
• A Nonlocal Denoising Algorithm for Manifold-Valued Images Using Second Order Statistics
• Title not available (Why is that?)
• Some properties of Rosen's MLE for general distributions.
• Theory & Methods: A Characterization of the Normal Family of Distributions Based on the Bias of the Maximum Likelihood Estimator

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